+500.0%
APP vs FSLR
+152.7%
+347.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.1% | +9.1% |
| 7D | +71.2% | +15.3% | +55.9% | +65.0% |
| 30D | +39.1% | +11.7% | +27.4% | +35.2% |
| 3M | +16.5% | -17.6% | +34.2% | +22.5% |
| 6M | -16.6% | -7.7% | -8.8% | -15.9% |
| YTD | -41.9% | -23.0% | -18.9% | -39.7% |
| 1Y | -37.0% | -26.0% | -11.0% | -33.8% |
| 3Y | +892.4% | +36.9% | +855.6% | +661.6% |
| 5Y | +297.3% | +72.9% | +224.4% | +115.5% |
| All | +500.0% | +152.7% | +347.3% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling